BayesBP (version 1.1)

Rhat: Gelman Rubin statistics.

Description

Check Markov chains for convergence.

Usage

Rhat(M, burn.in = 0.5)

Arguments

M

An n x m numeric matrix of Markov Chains.

burn.in

The default value 0.5 means that the second halves of chains will be used to compute.

Value

Gelman Rubin statistics.

References

Gelman A.,Carlin J.B.,Stern H.S.,and Rubin D.B.(2004),Bayesian Data Analysis,Boca Raton,FL:Chapman&Hall/CRC.